While that's really weird, I think you handled it properly in-the-moment.
Sometimes there are difficult people, sometimes you're catching people at their very-worst due to hidden reasons.
Unless there's an imminent worry about someone's health or safety, one reasonably professional way to handle such situations is to continue with the planned, important tasks, then discuss/take-action on the exceptional behavior with a little distance, in another forum better-suited to that.
And, since there were other interviewers there who were the flouncers' coworkers, and you seem to have been in their premises, if they didn't make a big deal about the situation in the moment, you didn't really have any more obligation than perhaps a shocked-look, or brief "that was weird" comment at most, before following their cue to get-back-to-business.
That doesn't mean the concern ends there, though.
On a subsequent day, and certainly before scheduling any separate set-of-interviews or considering any offer, it'd have been appropriate to ask the other interviewers, or whatever manager/HR-person/recruiter who's your main point-of-contact, about the incident. It'd be appropriate to ask if the person who stormed-out is often like that, if you'd be working with them, and so forth.
You'd want to sound-out whether they're some burn-out/malcontent on-the-way-out, or a difficult-but-essential person who others tiptoe-around & try to keep productive-but-contained, or something else.
And even if you progressed no further with the potential employer, perhaps even because the tantrum-person nixed you, it'd be appropriate to offer some feedback that you found their behavior off-putting.
But also more generally: while both sides of an interview should work to hold-back snap judgements until all relevant info is available, given the value of skilled professionals' time, at any point where there's certainty that one side or the other doesn't want to proceed, it's OK to cut things short.
If you're the candidate & become sure these aren't people you'd want to work with, you can absolutely say you've decided you're not interested & go. And if the 1st or 2nd interviewer in a series of many interviews achieves certainty that a candidate falls irredeemably short of what you thought when you brought them in for, or the projects' needs, it is a gift to both the candidate & the later interviewers not to spend another 4-12 person-hours going-through-the-motions.